+68.0%
ACWI vs FIVE
+31.2%
+36.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.9% |
| 7D | +0.5% | +4.3% | -3.8% | -0.2% |
| 30D | +0.9% | +12.5% | -11.6% | -1.3% |
| 3M | +2.4% | +31.2% | -28.8% | -2.4% |
| 6M | +12.4% | +14.4% | -2.0% | +9.0% |
| YTD | +15.2% | +33.9% | -18.7% | +8.6% |
| 1Y | +22.7% | +65.1% | -42.3% | +11.3% |
| 3Y | +75.8% | +49.0% | +26.8% | +56.5% |
| All | +68.0% | +31.2% | +36.8% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling